Pages that link to "Item:Q1762679"
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The following pages link to Hedging of the European option in discrete time under proportional transaction costs (Q1762679):
Displaying 7 items.
- Discrete-time delta hedging and the Black-Scholes model with transaction costs (Q857949) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- A counter-example to an option pricing formula under transaction costs (Q881422) (← links)
- Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
- ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS (Q2970317) (← links)
- Optimal hedging in an extended binomial market under transaction costs (Q5001170) (← links)
- Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
